II still remains as the one I find the most fun to play.
Birth By Sleep was a great evolution to the overall combat system, though I'm still not sure how I feel about moving to a Command Deck versus more classical MP-using spells. It's easier to navigate from a UI perspective, but it feels more constricting. Also, most likely as a result of it being on the PSP, the areas of the game feel much, much smaller than most of the other games.
Dream Drop Distance is in a similar boat. In that case, the worlds were fantastically built and moving around them was a lot of fun, but the combat in general felt a bit more basic in comparison to II or BBS. Of course, you could play as Riku and not have to use the card system of Chain of Memories, so it gets a pass from me anyway.
I, meanwhile, probably has the most overall depth. It has all of the spells and abilities of the later games, but you're not limited by what transformation you've taken or what commands you've set up. Unfortunately it's a bit limited by its UI and clunky to control (though I think they moved the camera controls for the HD remix?), and the combat itself just feels less smooth than in the later games. But the level design is phenomenal, it has unique interactions within the worlds that are never really explored again in the franchise (freezing the transport bubbles in Hollow Bastion with Blizzard spells, for instance), and was before the story became so bloated and convoluted that even I as a massive fan of the series have to admit it's just silly at this point.
Chain of Memories had some cute ideas, but there really wasn't any reason it needed to be a card game. Plus, it doesn't even come into its own until you unlock Riku's story mode. At least then the game actually tries to do a few unique things that don't make it just feel like "Kingdom Hearts, but with less responsive and more restrictive combat".
Coded and 358/2 Days are... er... well, not great, but fortunately they're not terribly relevant to the overarching plot either. Hopefully that doesn't change. If it does, at least all of the cookie-cutter "Kingdom Hearts but not as good" combat has been removed from the HD releases.